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Gladstone Capital Corporation Common Stock GLAD

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Market datapartial · fetched 2026-10-22T12:27:06.880Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T21:43:06.866087888Z

FundamentalsAlpha Vantage · unavailable

Share price$18.49
1D-0.3%
AH$18.19$18.27$18.35$18.43$18.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLAD
Sold putSold callAH

Gladstone Capital Corporation Common Stock options

Live interpolated GLAD call and put midpoint premiums by absolute delta.Gladstone Capital Corporation Common Stock$0.32$1.79$3.26$4.73$6.20$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGLAD PRICE$0.61$0.83$0.54$0.48$0.72$0.97$1.21$1.46$1.71$1.95$2.31$3.11$3.91$5.78
PutsExpensive2.11×
CallsExpensive3.70×
SkewBullish-40.27 pp
Implied move——
TiltBearish95.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.24105.6%39.8%14.24137.2%27.5%
25Δ16.3075.3%14.8%
30Δ17.6440.3%7.2%
35Δ17.9943.2%6.6%
40Δ18.3446.1%6.1%
45Δ18.6849.1%5.5%
50Δ19.0352.0%5.0%
55Δ19.3855.0%4.4%
60Δ19.7257.9%3.9%
65Δ20.1761.5%3.4%
70Δ21.0767.7%2.9%
75Δ21.9673.9%2.4%
80Δ23.8890.8%2.1%

20Δ

Calls
Pseudo strike
25.24
IV
105.6%
B/E move
39.8%
Puts
Pseudo strike
14.24
IV
137.2%
B/E move
27.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.30
IV
75.3%
B/E move
14.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.64
IV
40.3%
B/E move
7.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.99
IV
43.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.34
IV
46.1%
B/E move
6.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.68
IV
49.1%
B/E move
5.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.03
IV
52.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.38
IV
55.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.72
IV
57.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.17
IV
61.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.07
IV
67.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.96
IV
73.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.88
IV
90.8%
B/E move
2.1%

Options history

No recorded observations